The ship itself looks nice, but thin - somehow it needs something to give it scale so that it looks like a "capital" ship.

Yeah, I'm struggling with this one. I'm not sure how to properly give it scale. If you have any tips, I welcome them with open arms.

There are a couple of possible tricks to give a sense of scale.
The first one, as mentioned by thedamngod, is windows - even if probably a spaceship would never have windows as weak points, we are automatically thinking that every lighted square is about 1m2. This is the trick used in my movie above.
The second one is using other objects to emphasis size difference. This is the way I used in my last LTFC entry with the fighters that are small as dots when they leave the carrier bay, but large close to the camera. This could be turrets as well as thedamngod is mentioning.
The best option is greebles. Adding details that give the impression of structures and therefore scale. It works best when used in clusters and not on the whole surface, as illustrated in an ugly picture here. I also used this technique in my last LTFC entry, with the cannons, some pipes and some localised tectures with heigh-maps (e.g. close to the canons with the red lights).
FInally I learned higher in this thread that the FOV of the camera is also a good trick to give a sense of scale - just scroll upwards. But your model must have the details to allow closer scrutiny.

I would love to make such an exhaust in Vue. Not using Blender and don't want to start one more software now when there is still sooo much to learn in Wings 3D and Vue...

This model, as opposed to the industrial ship, is done in Wings3D. While this is so much more effective, somehow it looks much less natural; so I must be doing something wrong!

I think it'll just take practice. I usually start with a cube and keep cutting and extruding faces until I get a vaguely ship-like shape I use the extract function to create separate models for when I need a different texture.

I think the problem comes from the lack of details/polygons.
When building a model in Vue, it is a "perfect" geometrical definition. So when rendering, automatically the level of detail increases as the part is close to the camera.
A sphere is always a sphere, even seen from very close.

A model in Wings 3D has discrete faces (even if the edges can be "soft"). So when you zoom in a sphere, at some point, it will look flat. And the default number of polygon for spheres or other rings is actually quite low...

My conclusion (if I am not wrong) -> angled shapes as often existing in human designs look good (see for example in my model the pentagonal object holding the engines) but the rounded shapes are more difficult. Probably I need to increase dramatically the number of polygons even in places where I am not adding details or correcting the geometry (which were my only motivation for adding points and vertices)...

The ship itself looks nice, but thin - somehow it needs something to give it scale so that it looks like a "capital" ship.

Yeah, I'm struggling with this one. I'm not sure how to properly give it scale. If you have any tips, I welcome them with open arms.

There are a couple of possible tricks to give a sense of scale.
The first one, as mentioned by thedamngod, is windows - even if probably a spaceship would never have windows as weak points, we are automatically thinking that every lighted square is about 1m2. This is the trick used in my movie above.
The second one is using other objects to emphasis size difference. This is the way I used in my last LTFC entry with the fighters that are small as dots when they leave the carrier bay, but large close to the camera. This could be turrets as well as thedamngod is mentioning.
The best option is greebles. Adding details that give the impression of structures and therefore scale. It works best when used in clusters and not on the whole surface, as illustrated in an ugly picture here. I also used this technique in my last LTFC entry, with the cannons, some pipes and some localised tectures with heigh-maps (e.g. close to the canons with the red lights).
FInally I learned higher in this thread that the FOV of the camera is also a good trick to give a sense of scale - just scroll upwards. But your model must have the details to allow closer scrutiny.

I would love to make such an exhaust in Vue. Not using Blender and don't want to start one more software now when there is still sooo much to learn in Wings 3D and Vue...

This model, as opposed to the industrial ship, is done in Wings3D. While this is so much more effective, somehow it looks much less natural; so I must be doing something wrong!

I think it'll just take practice. I usually start with a cube and keep cutting and extruding faces until I get a vaguely ship-like shape I use the extract function to create separate models for when I need a different texture.

I think the problem comes from the lack of details/polygons.
When building a model in Vue, it is a "perfect" geometrical definition. So when rendering, automatically the level of detail increases as the part is close to the camera.
A sphere is always a sphere, even seen from very close.

A model in Wings 3D has discrete faces (even if the edges can be "soft"). So when you zoom in a sphere, at some point, it will look flat. And the default number of polygon for spheres or other rings is actually quite low...

My conclusion (if I am not wrong) -> angled shapes as often existing in human designs look good (see for example in my model the pentagonal object holding the engines) but the rounded shapes are more difficult. Probably I need to increase dramatically the number of polygons even in places where I am not adding details or correcting the geometry (which were my only motivation for adding points and vertices)...

Hm, that's a good point. I guess you could do it any things that aren't a primitive in Wings, then actually assemble the model in Vue, using spheres etc generated there. It'd be a bit slower going, but you'd get those nice perfect shapes. Alternatively, you could turn up the polygon count, just click on the cog on the right when creating a sphere for example. You can also subdivide faces by connecting two of the edges, then move the edge to create a curve. Just chop the face(s) in half, move the new edge, chop the two new faces in half, move the edges.... Etc, until you have a curved shape. It just depends how crazy you want to go with the modelling

I think the trick is to add detail where you need it and be economical with polygons. That's also the hard bit As for my entry, things are going slowly, but I should get something done before the end date! Just need to write more and do some properly finished renders. I have a quite fun idea that'll involve a bit of post-processing, but I think it'll work

There's a particle system in Vue, but I've not really done much with it. Could it do spiffy exhausts like Black--Snow's entry? Possibly.... I'd need to experiment. There's also a particle painter there which might help.